First, it doesn't matter if you load your spool horizontal or vertical. If you use it horizontally, you should have a "cap" that holds it on to the spool holder. I have never seen anyone place the thread through the holes in the net, but I guess you could. Would take extra time when changing threads (I machine embroider and sometimes change thread colors 27 times in one design, so no, I would not do that). Just place the spool inside the net, then load the spool onto the spool holder with the net sort of tucked under the spool (add the cap if you use one) and then the top of the net will sort of close around the top of the spool and cap. Just thread the machine as usual, the net is flexible and will keep the thread evenly flowing and reduce the pooling at the bottom of the spool (if it is vertical). I don't always use them, but sometimes they do help keep everything moving smoothly, and sometimes I stop and wonder why haven't I used a net?!